I have the Scangauge and have been all over Colorado the past few weeks. My mileage has not suffered at all. The 'power loss at high altitude' thing I haven't noticed either. My gross weight is 15.6K. I averaged 9 in the Midwest and the same here. Got 9 even from Loveland to Grand Junction. Over 10 from Colorado Springs to Loveland. 7.9 from Grand Junction to Gunnison. 9.3 from Gunnison to Montrose. These are actual MPG numbers as my DIC always reports .5 to .8 higher.
As for gas stations I try to plan those in advance every 150 miles or so. I have a 30 gallon tank.
I use my Scangauge mainly to monitor water and tranny temp rather than the worthless Ford gauges.